+554.5%
MSTR vs RSP
+222.0%
+332.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -6.0% |
| 7D | -4.0% | +0.4% | -4.4% | -4.4% |
| 30D | -18.6% | +3.7% | -22.3% | -22.7% |
| 3M | +25.6% | +0.8% | +24.8% | +25.1% |
| 6M | -33.1% | +9.1% | -42.1% | -40.6% |
| YTD | -17.3% | +16.7% | -34.1% | -32.6% |
| 1Y | -48.1% | +19.7% | -67.8% | -59.2% |
| 3Y | +154.2% | +66.7% | +87.5% | +35.1% |
| 5Y | +46.2% | +48.7% | -2.5% | -0.7% |
| 10Y | +554.5% | +215.6% | +339.0% | +145.6% |
| All | +554.5% | +222.0% | +332.6% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RSP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling